Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49340.94 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45279.73 Kr¶

PnL: ---------------------------------------> 223.73 Kr¶

DD now: ---------------------------------> -7.115 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-04 10:46:31.491924'

Anic Portfolio¶

Today¶

Return: 0.957 %¶

This Week¶

Return: 0.077 %¶

Total portfolio value¶

Return including deposits: 61.53 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 1.010000 1677.600000 208.600000 14.200000 1468.999998
Sedana Medical 93 5.210000 2702.580000 181.580000 7.200000 2521.000011
Orrön Energy 180 3.890000 2136.600000 93.600000 4.580000 2043.000000
Atrium Ljungberg B 5 2.830000 979.500000 44.500000 4.760000 935.000000
Platzer Fastigheter Holding B 12 3.220000 1000.800000 39.800000 4.140000 960.999996
Sagax A 4 3.720000 892.000000 38.000000 4.450000 854.000000
Catena 2 2.990000 827.200000 35.200000 4.440000 792.000000
Sagax B 4 2.490000 888.400000 34.400000 4.030000 854.000000
Hoist Finance 35 0.700000 1011.500000 31.500000 3.210000 980.000000
JM 6 1.710000 892.800000 28.800000 3.330000 864.000000
Hexatronic Group 12 2.010000 987.600000 20.600000 2.130000 966.999996
Gränges 9 2.040000 946.800000 18.800000 2.030000 927.999999
Byggmax Group 33 1.940000 971.520000 15.520000 1.620000 956.000001
BioGaia B 8 1.030000 944.000000 14.000000 1.510000 930.000000
Bilia A 8 0.710000 906.400000 6.400000 0.710000 900.000000
Clas Ohlson B 12 0.180000 976.200000 3.200000 0.330000 972.999996
HEXPOL B 9 -0.440000 1023.300000 2.300000 0.230000 1020.999996
AcadeMedia 8 0.700000 403.600000 1.600000 0.400000 402.000000
EQT 4 0.290000 830.400000 -1.600000 -0.190000 832.000000
ASSA ABLOY B 3 -0.700000 770.400000 -8.600000 -1.100000 779.000001
Biotage 7 -1.410000 929.600000 -11.400000 -1.210000 940.999997
Alimak Group 11 -0.360000 914.100000 -13.900000 -1.500000 927.999996
OX2 13 -0.620000 934.700000 -15.300000 -1.610000 949.999999
Creaspac SPAC 39 0.110000 3701.100000 -16.900000 -0.450000 3717.999987
Nordic Waterproofing Holding 7 0.000000 943.600000 -23.400000 -2.420000 966.999999
VEF 909 0.000000 1818.000000 -32.000000 -1.730000 1850.000436
SKF B 5 -2.600000 907.750000 -32.250000 -3.430000 940.000000
Addnode Group B 11 -1.460000 888.250000 -32.750000 -3.560000 921.000003
Vitec Software Group B 2 0.580000 1048.000000 -39.000000 -3.590000 1087.000000
Indutrade 5 1.420000 1177.500000 -40.500000 -3.330000 1218.000000
Latour B 4 -0.440000 814.400000 -42.600000 -4.970000 857.000000
Hexagon B 26 0.730000 3415.100000 -45.900000 -1.330000 3461.000010
BHG Group 97 3.010000 1395.830000 -63.170000 -4.330000 1458.999989
Bufab 3 -1.370000 1038.600000 -70.400000 -6.350000 1109.000001
INVISIO 16 -0.440000 3584.000000 -105.000000 -2.850000 3689.000000
TOTAL 45279.730000 223.730000 -7.11481% 45056.000411

Updated:¶

'2023-07-04 10:46:48.510938'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶